Access Statistics for Cesare Robotti

Author contact details at EconPapers.

Working Paper	File Downloads				Abstract Views
Working Paper	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
A note on the estimation of asset pricing models using simple regression betas	0	0	0	73	0	0	2	172
Asset-pricing models and economic risk premia: a decomposition	0	0	0	158	0	1	3	902
Asymptotic variance approximations for invariant estimators in uncertain asset-pricing models	0	0	0	24	7	7	11	38
Dynamic strategies, asset pricing models, and the out-of-sample performance of the tangency portfolio	0	0	1	240	0	0	1	1,210
Mimicking portfolios, economic risk premia, and tests of multi-beta models	0	0	2	145	0	0	7	413
Minimum-Variance Kernels and Economic Risk Premia	0	0	2	164	0	0	4	704
Minimum-variance kernels, economic risk premia, and tests of multi-beta models	0	0	2	156	0	0	2	551
Misspecification-robust inference in linear asset pricing models with irrelevant risk factors	0	0	0	33	2	2	7	82
Model comparison using the Hansen-Jagannathan distance	0	1	1	115	0	5	6	311
Playing the field: Geomagnetic storms and international stock markets	1	1	1	301	1	3	14	1,079
Pricing model performance and the two-pass cross-sectional regression methodology	0	0	0	148	0	2	8	548
Specification tests of asset pricing models using excess returns	0	1	1	109	0	2	2	431
Spurious Inference in Unidentified Asset-Pricing Models	0	0	0	0	1	3	9	48
The exact distribution of the Hansen-Jagannathan bound	0	0	0	74	0	0	0	278
The price of inflation and foreign exchange risk in international equity markets	0	0	0	231	1	1	1	984
Too Good to Be True? Fallacies in Evaluating Risk Factor Models	0	1	3	17	1	7	20	37
Total Working Papers	1	4	13	1,988	13	33	97	7,788

Journal Article	File Downloads				Abstract Views
Journal Article	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
Asset returns and economic risk	0	1	1	44	0	2	4	153
Financial market frictions	3	4	11	94	6	12	39	274
Mimicking Portfolios, Economic Risk Premia, and Tests of Multi-Beta Models	0	1	2	60	0	1	5	148
Model Comparison Using the Hansen-Jagannathan Distance	0	0	0	47	1	1	3	146
Specification tests of asset pricing models using excess returns	0	0	2	47	0	1	7	193
The news in financial asset returns	0	0	0	6	0	1	3	183
Total Journal Articles	3	6	16	298	7	18	61	1,097

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Statistics updated 2019-09-09